+4.7%
FAST vs INCY
+43.8%
-39.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | -0.2% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | -4.7% | +3.2% | -7.9% | -5.2% |
| 3M | +7.9% | +23.6% | -15.7% | +4.9% |
| 6M | +7.4% | +29.7% | -22.2% | +3.3% |
| YTD | +25.1% | +25.9% | -0.9% | +19.8% |
| 1Y | +4.7% | +43.7% | -39.0% | +1.8% |
| All | +4.7% | +43.8% | -39.2% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling